+1,469.9%
SMH vs CSGP
+72.5%
+1,397.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.3% | +2.8% | +4.3% |
| 7D | -4.1% | -1.8% | -2.3% | -3.6% |
| 30D | -19.2% | +5.3% | -24.5% | -22.1% |
| 3M | -16.4% | +3.3% | -19.7% | -19.9% |
| 6M | -14.0% | -4.7% | -9.3% | -16.9% |
| YTD | +35.3% | -53.5% | +88.9% | +75.1% |
| 1Y | +40.4% | -53.7% | +94.2% | +81.4% |
| 3Y | +226.8% | -59.7% | +286.6% | +333.0% |
| 5Y | +232.3% | -62.5% | +294.8% | +342.1% |
| 10Y | +1,469.9% | +67.3% | +1,402.7% | +884.8% |
| All | +1,469.9% | +72.5% | +1,397.4% | +884.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CSGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling